+107.0%
KTOS vs IP
-23.0%
+130.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -2.3% | -5.9% | +3.6% | -0.8% |
| 30D | -26.3% | -17.0% | -9.3% | -22.7% |
| 3M | -14.3% | +8.9% | -23.2% | -16.9% |
| 6M | -47.2% | -10.0% | -37.2% | -46.4% |
| YTD | -38.1% | -9.8% | -28.4% | -37.7% |
| 1Y | -28.4% | -22.6% | -5.9% | -25.4% |
| 3Y | +219.6% | +13.1% | +206.5% | +178.1% |
| 5Y | +107.0% | -22.3% | +129.3% | +116.6% |
| All | +107.0% | -23.0% | +130.0% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling